KraneShares Artificial Intelligence & Technology ETF

10-Year Study

AGIX.US · · US · ETF

Executive Summary: KraneShares Artificial Intelligence & Technology ETF has compounded at 29.7% annually over the last 10 years, with a maximum drawdown of 18.5% and an annualized volatility of 53.3%.

1Y CAGR
+35.5%
3Y CAGR
+29.7%
5Y CAGR
+29.7%
10Y CAGR
+29.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +29.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 4.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.5-2.8-4.715.4————————4.2%
20255.9-6.5-12.94.513.09.52.33.59.17.5-8.62.029.2%
2024———————0.73.41.59.51.117.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 53.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 50.3% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-0110071.75638644333
2024-09-0110415.337459082617
2024-10-0110574.009445356034
2024-11-0111574.392590309762
2024-12-0111698.789761700496
2025-01-0112385.993553169692
2025-02-0111583.554752246811
2025-03-0110093.953806045361
2025-04-0110550.729224797808
2025-05-0111921.013834864525
2025-06-0113050.541816940004
2025-07-0113357.099426115494
2025-08-0113830.74155207023
2025-09-0115093.620636520378
2025-10-0116227.271591467526
2025-11-0114825.752338433602
2025-12-0115119.233043753487
2026-01-0114736.504551928632
2026-02-0114317.960336168051
2026-03-0113647.456667138658
2026-04-0115754.753912659608
Annual Return Matrix
YearAnnual Return
20250.29237582277534724
20260.04203393565447322
Total Factor Risk
0.5334230030674338
VTI.US Exposure
-0.194573570845654
VEA.US Exposure
-0.07869059620945057
VWO.US Exposure
0.11112367160494947
QQQ.US Exposure
0.5032918891203594
VTV.US Exposure
0.18477441072693135
IJR.US Exposure
-0.05173538414408975
QUAL.US Exposure
0.06138063931190026
SHV.US Exposure
0.14346471008191394
TLT.US Exposure
0.057388906029814016
LQD.US Exposure
-0.034530585489711066
HYG.US Exposure
0.10176709327579297
GLD.US Exposure
0.006875270097423367
USO.US Exposure
-0.004571047735402521
VNQ.US Exposure
-0.007205559634120911
BTC-USD.CC Exposure
0.04350521449812589
CPER.US Exposure
-0.011342009511606223
VIX.INDX Exposure
0.12220641603963282
UUP.US Exposure
0.007124487170122955
TIP.US Exposure
0.03755293190248369
Idiosyncratic Exposure
0.0021931137105850314
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is KraneShares Artificial Intelligence & Technology ETF a high-risk investment?

KraneShares Artificial Intelligence & Technology ETF (AGIX.US) has an annualized volatility of 53.3% and experienced a maximum drawdown of 18.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of AGIX.US?

Over the past 10 years, AGIX.US has generated a Compound Annual Growth Rate (CAGR) of 29.7%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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